# Keyword : Correlation matrix

 G02AAF Computes the nearest correlation matrix to a real square matrix, using the method of Qi and Sun G02ABF Computes the nearest correlation matrix to a real square matrix, augmented G02AAF to incorporate weights and bounds G02AEF Computes the nearest correlation matrix with $k$-factor structure to a real square matrix G02AJF Computes the nearest correlation matrix to a real square matrix, using element-wise weighting

© The Numerical Algorithms Group Ltd, Oxford UK. 2013